+139.4%
PDBC vs SPY
+315.0%
-175.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -6.1% | -3.3% | -2.7% | -5.3% |
| 3M | +7.1% | -2.4% | +9.5% | +7.6% |
| 6M | +2.2% | +2.6% | -0.3% | +1.2% |
| YTD | +39.4% | +11.2% | +28.2% | +34.5% |
| 1Y | +40.8% | +13.4% | +27.4% | +35.0% |
| 3Y | +45.6% | +79.9% | -34.3% | +19.7% |
| 5Y | +63.9% | +72.2% | -8.3% | +35.6% |
| 10Y | +139.4% | +307.3% | -167.9% | +57.5% |
| All | +139.4% | +315.0% | -175.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling